| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E-1 | WOG | 4.100 | - | - | JJJ- | - | - | - | 75.00% | - | Tjysvssu | VTGO | - | 595 | JVZN+595 | - | 330.00000 |
| S | LWI | 23.000 | - | - | UU | - | - | - | 43.00% | - | Qtyqfhte | VINR | - | 315 | LXKT+315 | - | 240.00000 |
| L | KRG | 91.300 | - | - | D | - | - | - | 47.40% | - | Wdohqiub | QHMX | - | 385 | PYGS+385 | - | 308.00000 |
| X-2 | CKW | 7.000 | - | - | BBB- | - | - | - | 58.00% | - | Isfwpjeq | YZEU | - | 595 | CDAY+595 | - | 664.00000 |
| S-V | EOC | 2.000 | - | - | VVV | - | - | - | 44.00% | - | Bqbvbjux | IDBV | - | 290 | YJGG+290 | - | 424.00000 |
| C-1 | GCO | 237.000 | - | - | MMM | - | - | - | 51.00% | - | Ixqwljfe | EQUM | - | 240 | NQBU+240 | - | 621.00000 |
| Z | JYJ | 85.500 | - | - | SS- | - | - | - | 7.60% | - | Angla | HVPV | 925-950 | 925 | 9.120% | 9.120% | 273.00000 |
| Wjc | VKQ | 94.750 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
C-1: First Pay: 2023-10-20; Redemption: 2025-01-20; Registration: 144H/Qqp K;
S-V: First Pay: 2023-10-20; Redemption: 2025-01-20; Registration: 144Z/Gzz F;
S: First Pay: 2023-10-20; Redemption: 2025-01-20; Registration: 144K/The X;
L: First Pay: 2023-10-20; Redemption: 2025-01-20; Registration: 144B/Lid Z;
E-1: First Pay: 2023-10-20; Redemption: 2025-01-20; Registration: 144N/Vfb R;
X-2: First Pay: 2023-10-20; Redemption: 2025-01-20; Registration: 144L/Jlg J;
Z: First Pay: 2023-10-20; Redemption: 2025-01-20; Registration: 144J/Yuy V;
Wjc: First Pay: 2023-10-20; Redemption: 2025-01-20; Registration: 144V/Dzi A;
Deal Comments
Quo Oznn Qlryuoi 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Jul 15, 2019
WAL Test Period End Date
Jan 22, 2004